0.06Open0.08Pre Close11 Volume118 Open Interest36.50Strike Price55.00Turnover27.71%IV3.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0974Delta0.1773Gamma838.00Leverage Ratio-0.0243Theta-0.0003Rho-81.60Eff Leverage0.0060Vega